CME Japanese Yen Future September 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2730 |
1.2774 |
0.0044 |
0.3% |
1.2728 |
| High |
1.2799 |
1.2798 |
-0.0001 |
0.0% |
1.2803 |
| Low |
1.2720 |
1.2762 |
0.0042 |
0.3% |
1.2693 |
| Close |
1.2785 |
1.2765 |
-0.0020 |
-0.2% |
1.2785 |
| Range |
0.0079 |
0.0036 |
-0.0043 |
-54.4% |
0.0110 |
| ATR |
0.0083 |
0.0079 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
70,324 |
50,562 |
-19,762 |
-28.1% |
348,327 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2883 |
1.2860 |
1.2785 |
|
| R3 |
1.2847 |
1.2824 |
1.2775 |
|
| R2 |
1.2811 |
1.2811 |
1.2772 |
|
| R1 |
1.2788 |
1.2788 |
1.2768 |
1.2782 |
| PP |
1.2775 |
1.2775 |
1.2775 |
1.2772 |
| S1 |
1.2752 |
1.2752 |
1.2762 |
1.2746 |
| S2 |
1.2739 |
1.2739 |
1.2758 |
|
| S3 |
1.2703 |
1.2716 |
1.2755 |
|
| S4 |
1.2667 |
1.2680 |
1.2745 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3090 |
1.3048 |
1.2846 |
|
| R3 |
1.2980 |
1.2938 |
1.2815 |
|
| R2 |
1.2870 |
1.2870 |
1.2805 |
|
| R1 |
1.2828 |
1.2828 |
1.2795 |
1.2849 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2771 |
| S1 |
1.2718 |
1.2718 |
1.2775 |
1.2739 |
| S2 |
1.2650 |
1.2650 |
1.2765 |
|
| S3 |
1.2540 |
1.2608 |
1.2755 |
|
| S4 |
1.2430 |
1.2498 |
1.2725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2800 |
1.2693 |
0.0107 |
0.8% |
0.0073 |
0.6% |
67% |
False |
False |
67,039 |
| 10 |
1.2842 |
1.2693 |
0.0149 |
1.2% |
0.0077 |
0.6% |
48% |
False |
False |
72,672 |
| 20 |
1.2854 |
1.2639 |
0.0215 |
1.7% |
0.0073 |
0.6% |
59% |
False |
False |
69,230 |
| 40 |
1.2854 |
1.2416 |
0.0438 |
3.4% |
0.0087 |
0.7% |
80% |
False |
False |
65,958 |
| 60 |
1.2895 |
1.2416 |
0.0479 |
3.8% |
0.0089 |
0.7% |
73% |
False |
False |
48,095 |
| 80 |
1.2895 |
1.2252 |
0.0643 |
5.0% |
0.0086 |
0.7% |
80% |
False |
False |
36,098 |
| 100 |
1.2895 |
1.2015 |
0.0880 |
6.9% |
0.0087 |
0.7% |
85% |
False |
False |
28,891 |
| 120 |
1.2895 |
1.1915 |
0.0980 |
7.7% |
0.0080 |
0.6% |
87% |
False |
False |
24,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2951 |
|
2.618 |
1.2892 |
|
1.618 |
1.2856 |
|
1.000 |
1.2834 |
|
0.618 |
1.2820 |
|
HIGH |
1.2798 |
|
0.618 |
1.2784 |
|
0.500 |
1.2780 |
|
0.382 |
1.2776 |
|
LOW |
1.2762 |
|
0.618 |
1.2740 |
|
1.000 |
1.2726 |
|
1.618 |
1.2704 |
|
2.618 |
1.2668 |
|
4.250 |
1.2609 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2780 |
1.2759 |
| PP |
1.2775 |
1.2752 |
| S1 |
1.2770 |
1.2746 |
|